+45.3%
XOP vs BMRN
+8.7%
+36.6%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +2.6% | -9.0% | -6.2% |
| 7D | -10.5% | +2.0% | -12.5% | -10.3% |
| 30D | -4.3% | -0.7% | -3.6% | -4.3% |
| 3M | +4.7% | -5.9% | +10.6% | +4.7% |
| 6M | -0.1% | +3.0% | -3.1% | +1.1% |
| YTD | +43.8% | -3.9% | +47.7% | +45.9% |
| 1Y | +45.3% | +8.8% | +36.5% | +46.0% |
| All | +45.3% | +8.7% | +36.6% | +46.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BMRN.
Daily Out/Under-Performance
Portfolio return minus BMRN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BMRN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded BMRN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling